Newegg How to build a computer

So I understand most of it but during this video around 13:30 - 15:20, he connects CPU, GPU, to the motherboard, and
HDMI to a monitor, and he power is with his PSU. Once he does his test, and hears the post beep from the speaker, he
sees something on a monitor, but then he just cuts to something else.

My questions is: Once you hear your Beep, how do you properly turn everything off? Do you just cut power from the PSu and that's it?

It's just a test boot to make sure that everything works as it should before you start to pull cables and mount things. I find it a mandatory part of any computer assembly project (unless you already have the parts in the case). Just imagine if you mount everything in the case and when you are about to turn it on the PSU is fried or the motherboard isn't working properly.

I wouldn't cut the power on the PSU, but rather push the power button again to turn it off (or use the screwdriver method if your motherboard doesn't have a power-on button). It doesn't matter much, as the computer hasn't loaded anything but the BIOS at this point.

when i do a test bot and build out of case first, I just place my case on a chair adjacent to the table I am working at (since the table isnt big enough for the case and for me to lay everything out, and run the case wire from the case power button to the MoBo to power on and off. I was always worried I would short my MoBo trying the screwdriver trick. If the power wire willr each that far, it works really well!